Urgent: Received 5K from an unknown number

Hello, I received 5K from an unknown number and a message from the bank to confirm that I received it. It was sent via UPI (via PhonePe). I have since been receiving calls from the guy to return the money. They are from Bihar. Is this a fraud of some sort? What do I do? How do I know they’re genuine? P.S. Our numbers are quite similar.